+149.5%
NTAP vs VFC
-24.8%
+174.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -0.5% | -11.6% | +11.1% | +1.3% |
| 3M | +4.1% | -18.1% | +22.2% | +6.7% |
| 6M | +88.0% | -27.4% | +115.3% | +95.7% |
| YTD | +75.6% | -24.8% | +100.4% | +81.6% |
| 1Y | +58.9% | -8.2% | +67.1% | +58.1% |
| All | +149.5% | -24.8% | +174.3% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling